+133.9%
HL vs STLD
+89.3%
+44.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | +1.5% | +3.1% | -1.7% | +0.7% |
| 30D | +25.1% | -9.0% | +34.0% | +28.7% |
| 3M | +22.9% | -12.4% | +35.3% | +28.4% |
| 6M | -4.9% | +25.5% | -30.4% | -14.0% |
| YTD | +7.8% | +43.6% | -35.8% | -2.3% |
| 1Y | +133.9% | +87.2% | +46.7% | +121.4% |
| All | +133.9% | +89.3% | +44.6% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling